Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.567 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47864.53 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46469.65 Kr¶

PnL: ---------------------------------------> -418.92 Kr¶

DD now: ---------------------------------> -1.574 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 12:05:00.740252'

Anic Portfolio¶

Today¶

Return: 0.697 %¶

This Week¶

Return: 0.697 %¶

Total¶

Return: 56.696 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.130000 2852.500000 216.500000 8.210000 2636.000010
Beijer Electronics Group 26 -1.160000 3099.200000 128.200000 4.320000 2971.000006
Corem Property Group B 59 3.850000 667.880000 90.880000 15.750000 576.999999
Samhällsbyggnadsbo. i Norden B 20 3.480000 439.800000 84.800000 23.890000 355.000000
HMS Networks 2 1.290000 721.200000 48.200000 7.160000 673.000000
Samhällsbyggnadsbo. i Norden D 12 4.170000 270.000000 24.000000 9.760000 246.000000
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Nordea Bank Abp 29 0.720000 3474.200000 20.200000 0.580000 3453.999992
OEM International B 7 1.690000 546.000000 18.000000 3.410000 527.999997
Coor Service Management Hold. 8 0.440000 548.400000 16.400000 3.080000 532.000000
Intrum 4 2.030000 543.200000 16.200000 3.070000 527.000000
Midsona B 63 0.960000 597.870000 14.870000 2.550000 582.999984
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
MedCap 2 1.420000 430.000000 9.000000 2.140000 421.000000
AcadeMedia 12 0.770000 565.680000 8.680000 1.560000 557.000004
Norva24 Group 16 -0.290000 551.680000 8.680000 1.600000 543.000000
Eastnine 4 -1.420000 498.400000 7.400000 1.510000 491.000000
Karnov Group 9 -1.630000 542.700000 6.700000 1.250000 536.000004
Resurs Holding 22 -0.830000 580.140000 6.140000 1.070000 573.999998
Essity B 2 0.380000 578.600000 4.600000 0.800000 574.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Securitas B 6 1.230000 570.600000 0.600000 0.110000 570.000000
Handelsbanken A 5 0.090000 546.250000 0.250000 0.050000 546.000000
Boozt 12 -1.080000 1652.400000 -1.600000 -0.100000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -0.370000 559.650000 -2.350000 -0.420000 562.000005
Swedbank A 3 -0.080000 560.550000 -3.450000 -0.610000 564.000000
CTEK 13 0.930000 522.730000 -11.270000 -2.110000 533.999999
SAAB B 8 2.100000 3351.200000 -25.800000 -0.760000 3377.000000
International Petroleum Corp. 5 2.400000 533.000000 -61.570000 -10.360000 594.565215
Sampo Oyj SDB 7 0.190000 3769.500000 -80.500000 -2.090000 3850.000000
Vivesto 1368 -0.970000 528.320000 -84.680000 -13.810000 612.999432
OX2 18 -1.580000 1510.200000 -153.800000 -9.240000 1663.999992
Axfood 13 0.510000 3573.700000 -182.300000 -4.850000 3756.000001
Ovzon 52 4.690000 3135.600000 -226.400000 -6.730000 3361.999992
Fasadgruppen Group 35 -0.100000 3461.500000 -349.500000 -9.170000 3810.999990
TOTAL 46469.650000 -418.920000 -1.57385% 46888.564618

Updated:¶

'2023-01-16 12:05:13.628925'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶